-34.5%
ADSK vs FLUT
-65.2%
+30.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -2.5% | +0.4% | -3.0% | -2.6% |
| 30D | -14.9% | +2.5% | -17.4% | -15.5% |
| 3M | +3.3% | -9.2% | +12.6% | +4.9% |
| 6M | -15.7% | -8.2% | -7.4% | -15.3% |
| YTD | -28.2% | -53.2% | +25.0% | -23.6% |
| 1Y | -34.5% | -65.6% | +31.0% | -28.4% |
| All | -34.5% | -65.2% | +30.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling